Preheat the oven to 350°F and lightly spray the wells of a 12-count muffin pan with nonstick cooking spray.
Open the cinnamon rolls and slice each one in half across, making two thinner cinnamon rolls. Press a cinnamon roll half in the bottom of each well in the muffin tin and about 1/3 of the way up the sides.
In a medium bowl, combine the pumpkin, egg, sugar, pumpkin pie spice, and vanilla. Scoop a heaping tablespoonful of the pumpkin mixture into the center of each cinnamon roll.
Bake for 18 to 20 minute or until the cinnamon roll crust is a deep golden brown and the pie filling is set. Cool on a wire rack. Repeat with the remaining cinnamon rolls and filling. Once cool, top with whipped cream or the cinnamon roll icing, if desired.